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Financial Innovation
Fig. 5 | Financial Innovation

Fig. 5

From: Robust monitoring machine: a machine learning solution for out-of-sample R\(^2\)-hacking in return predictability monitoring

Fig. 5

Correlations between the equity premium and individual predictors based on 10-year rolling windows The figure repeats the rolling-correlation tests of Rapach et al. (2010) by extending the ending date of the data from 2005 to 2017. The date on the horizontal axis gives the end date of the 10-year period. Dashed lines indicate 95% confidence intervals

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